+2,206.8%
MKSI vs CP
+6,607.8%
-4,401.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.3% |
| 7D | +7.7% | +2.4% | +5.3% | +6.3% |
| 30D | -12.9% | -0.5% | -12.3% | -12.6% |
| 3M | -14.8% | +1.4% | -16.3% | -16.0% |
| 6M | +26.6% | +10.3% | +16.3% | +19.1% |
| YTD | +66.6% | +24.3% | +42.3% | +46.1% |
| 1Y | +144.6% | +20.4% | +124.1% | +117.8% |
| 3Y | +193.1% | +21.8% | +171.4% | +162.8% |
| 5Y | +88.6% | +31.5% | +57.1% | +62.1% |
| 10Y | +490.9% | +223.2% | +267.7% | +231.4% |
| All | +2,206.8% | +6,607.8% | -4,401.0% | +523.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling